Approximate blue of the scale parameter of the rayleigh distribution based on doubly censored samples

Abstract

This paper presents an approximate best linear unbiased estimator (BLUE) of the scale parameter σ of the Rayleigh distribution based on a selected few order statistics (k) for doubly censored samples. It tabulates the ranks, coefficients and variances of the estimator for sample size of N=20(5)40k=2(1)4 and various levels of right and left censoring. It also tabulates the ranks, coefficients and variances of the approximate BLUE and BLUE of σ for sample size of N=20(1)40k=2(1)4 and when no censoring from the censoring from the left is assumed. The variances of the estimators are then compared with that of the maximum likelihood and the approximate maximum likelihood estimators.